+37.8%
ALAB vs CB
+29.2%
+8.6%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.3% | +6.5% | +7.5% |
| 7D | +3.4% | -1.0% | +4.4% | +1.0% |
| 30D | -28.8% | +7.3% | -36.1% | -15.6% |
| 3M | -26.0% | +7.0% | -33.0% | -12.5% |
| 6M | +11.4% | +16.3% | -5.0% | +66.3% |
| YTD | +38.8% | +19.7% | +19.1% | +129.3% |
| 1Y | +37.8% | +27.8% | +10.0% | +139.0% |
| All | +37.8% | +29.2% | +8.6% | +139.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded CB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling